Unformatted text preview: ptember 18, 2013 2/2 Setup for discrete random variables
To each outcome ω of experiment, assign numerical value X (ω )
Function X : Ω → R is a random variable
If set of values that X takes on is ﬁnite or countable, X is discrete
For each x ∈ R, {ω X (ω ) = x } = {X = x } = “X = x is an event
(Probability) mass function of X : for each x ∈ R
pX (x ) = Pr(X = x )
Basic facts about mass function:
pX (x ) ≥ 0 always
x ∈R pX (x ) = 1 Think of random variable as a tool to focus on what’s important
about the outcome of an experiment
Math 30530 (Fall 2012) Discrete RVs September 18, 2013 2/2...
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 Fall '08
 Hind,R
 Math, Probability

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